Multiscale Intensity Models for Single Name Credit Derivatives
| Year of publication: |
2008
|
|---|---|
| Authors: | Papageorgiou, E. ; Sircar, R. |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 15.2008, 1, p. 73
|